On the Optimality Condition for Optimal Control of Caputo Fractional Differential Equations with State Constraints

Abstract

We consider the fractional optimal control problem with state constraints. The fractional calculus of derivatives and integrals can be viewed as generalizations of their classical ones to any arbitrary real order. In our problem setup, the dynamic constraint is captured by the Caputo fractional differential equation with order α ∈ (0, 1), and the objective functional is formulated by the left Riemann-Liouville fractional integral with order β ≥ 1. In addition, there are terminal and running state constraints; while the former is described by initial and final states within a convex set, the latter is given by an explicit instantaneous inequality state constraint. We obtain the maximum principle, the first-order necessary optimality condition, for the problem of this paper. Due to the inherent complex nature of the fractional control problem, the presence of the terminal and running state constraints, and the generalized standing assumptions, the maximum principle of this paper is new in the optimal control problem context, and its proof requires to develop new variational and duality analysis using fractional calculus and functional analysis, together with the Ekeland variational principle and the spike variation.